Small sample properties of random coefficient regression estimators: a monte carlo simulation

DOI10.1080/03610919308813010MaRDI QIDQ4019338zbMATH OpenOpenAlexFDO

Authors Terry E. Dielman

Publication date 16 January 1993

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610919308813010

Mathematics Subject Classification ID

Point estimation (62F10) Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

Cites work

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• scientific article; zbMATH DE number 3967642 (Why is no real title available?)
• Large sample theory of a modified Buckley-James estimator for regression analysis with censored data
• Least squares regression with censored data
• Linear Models, Random Censoring and Synthetic Data
• Linear regression with censored data
• On estimating equations with censored data
• Prediction of survival probability based on a linear regression model
• Regression analysis with randomly right-censored data
• Regression with censored data

Cited in

(2)

• Misspecification in random coefficient regression models: A Monte Carlo simulation
• A Comparison of Noniterative Generalized Least Squares and Iterative Maximum Likelihood Estimators When Testing Hypotheses in Random Coefficient Growth Curve Models

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